The relationships between the molecular structure, polymer chain orientation, β‐transition temperature, and the coefficients of in‐plane and out‐of‐plane linear thermal expansions (CTE, α), as well as the coefficients of volumetric thermal expansion (CVE, β), are extensively examined for ten types of self‐standing aromatic polyimide (PI) films via thermomechanical analysis, near‐infrared optical interferometry, and dynamic mechanical analysis. The out‐of‐plane CTEs (α⊥) of PI films having rigid‐rod structures are 20–40 times larger than their in‐plane CTEs (α//), whereas the α⊥ values of PI films having bent linkages in the main chains are comparable to their α// values. In addition, the values of normalized anisotropy in CTE for PIs (η), defined as (α⊥ −α//)/β, are proportional to the orientation coefficients (P200) estimated from the in‐plane/out‐of‐plane birefringence (Δn) and molecular polarizability tensor. Furthermore, larger CVE values are observed for PIs exhibiting lower β‐relaxation temperatures (Tβ), at which localized molecular motion occurs. In contrast, smaller CVE values are observed for PIs exhibiting higher Tβs because their local molecular motions are suppressed due to the structural rigidity and dense molecular packing.